No. Breillat used a highly realistic silicone prosthetic baby and practical effects. The actress Caroline Ducey did not give birth.
According to director Breillat, she initially offered the role of Robert to legendary filmmaker Jean-Luc Godard, who declined because performing real sex in a film was "such a thing was impossible". Ducey was selected after an exhaustive search from over 200 actresses. romance 1999 movie wiki
The film centers on Marie, a young schoolteacher portrayed by Caroline Ducey. Marie is involved in a long-term relationship with her boyfriend, Paul, but finds herself increasingly isolated and frustrated by his physical and emotional withdrawal. To address her feelings of alienation and explore the nature of her own sexuality, Marie begins a series of encounters with different men. Her journey serves as a philosophical and physical exploration of autonomy, intimacy, and the search for self-identity outside of conventional romantic structures. Themes and Artistic Intent According to director Breillat, she initially offered the